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Multivariate Time Series With Linear State Space Structure
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Multivariate Time Series With Linear State Space Structure

Författare:
Engelska
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This book presents a comprehensive study of multivariate time series with linear state space structure. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models.

Författare
Víctor Gómez
Upplaga
Softcover reprint of the original 1st ed. 2016
ISBN
9783319803852
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2018-05-26
Sidor
541